Jacobi Spectral Methods for Volterra-Urysohn Integral Equations of Second Kind with Weakly Singular Kernels

Abstract

In this article, we discuss Jacobi spectral Galerkin and iterated Jacobi spectral Galerkin methods for Volterra-Urysohn integral equations with weakly singular kernels and obtain the convergence results in both the infinity and weighted L²-norm. We show that the order of convergence in iterated Jacobi spectral Galerkin method improves over Jacobi spectral Galerkin method. We obtain the convergence results in two cases when the exact solution is sufficiently smooth and non-smooth. For finding the improved convergence results, we also discuss Jacobi spectral multi-Galerkin and iterated Jacobi spectral multi-Galerkin method and obtain the convergence results in weighted L²-norm. In fact, we prove that the iterated Jacobi spectral multi-Galerkin method improves over iterated Jacobi spectral Galerkin method. We provide numerical results to verify the theoretical results.     

The heat operator and mock Jacobi forms

We study a necessary and sufficient condition for Jacobi integrals of weight -r+\fracj2-r+\frac{j}{2}, r∈ℤ≥0, and index ℳ^(j) on ℋ×ℂ ^j to have a dual Jacobi form of weight r+\fracj2+2r+\frac{j}{2}+2 and index ℳ^(j). Such a meromorphic Jacobi integral with a dual Jacobi form is called a mock Jacobi form whose concept was first introduced by Zagier in Séminaire Bourbaki, 60éme année, 2006–2007, N° 986. In fact, we show the map L^r+1_M^(j)L^{r+1}_{\mathcal{M}^{(j)}} from the space of mock Jacobi forms to that of Jacobi forms is surjective by constructing the corresponding inverse image via Eichler integral of vector valued modular forms which are coming from the theta decomposition of Jacobi forms. We discuss Lerch sums as a typical example.     

A stationary iterative pseudoinverse algorithm

Iterative methods applied to the normal equationsA ^T Ax=A ^T b are sometimes used for solving large sparse linear least squares problems. However, when the matrix is rank-deficient many methods, although convergent, fail to produce the unique solution of minimal Euclidean norm. Examples of such methods are the Jacobi and SOR methods as well as the preconditioned conjugate gradient algorithm. We analyze here an iterative scheme that overcomes this difficulty for the case of stationary iterative methods. The scheme combines two stationary iterative methods. The first method produces any least squares solution whereas the second produces the minimum norm solution to a consistent system. This work was supported by the Swedish Research Council for Engineering Sciences, TFR.     

Shifted Jacobi multiplier sequences and transplantation between sine and cosine series

It is shown that the multiplier norm of a shifted Jacobi multiplier sequence can be estimated by the (same) multiplier norm of the original sequence uniformly with respect to the shift. Muckenhoupt’s transplantation theorem for Jacobi series is used essentially, for which also a functional analytic understanding is given in terms of the minimality of the Jacobi system in weighted L ^p -spaces.      

On the analogue of Weil’s converse theorem for Jacobi forms and their lift to half-integral weight modular forms

We generalize Weil’s converse theorem to Jacobi cusp forms of weight k, index m and Dirichlet character χ over the group Γ ₀(N)⋉ℤ². Then two applications of this result are given; we generalize a construction of Jacobi forms due to Skogman and present a new proof for several known lifts of such Jacobi forms to half-integral weight modular forms.     

Recursive Three-Term Recurrence Relations for?the?Jacobi Polynomials on a Triangle

Given a suitable weight on ℝ ^d , there exist many (recursive) three-term recurrence relations for the corresponding multivariate orthogonal polynomials. In principle, these can be obtained by calculating pseudoinverses of a sequence of matrices. Here we give an explicit recursive three-term recurrence for the multivariate Jacobi polynomials on a simplex. This formula was obtained by seeking the best possible three-term recurrence. It defines corresponding linear maps, which have the same symmetries as the spaces of Jacobi polynomials on which they are defined. The key idea behind this formula is that some Jacobi polynomials on a simplex can be viewed as univariate Jacobi polynomials, and for these the recurrence reduces to the univariate three-term recurrence.     

On a Banach space approximable by Jacobi polynomials

Let X represent either the space C[-1,1] L _p ^(α,β) (w), 1 ≦ p < ∞ on [-1, 1]. Then Xare Banach spaces under the sup or the p norms, respectively. We prove that there exists a normalized Banach subspace X ¹ _αβ of Xsuch that every f ∈ X ¹ _αβ can be represented by a linear combination of Jacobi polynomials to any degree of accuracy. Our method to prove such an approximation problem is Fourier–Jacobi analysis based on the convergence of Fourier–Jacobi expansions. This revised version was published online in June 2006 with corrections to the Cover Date.     

Averaging of Jacobi fields along geodesics on manifolds of random curvature

The paper considers the Jacobi field along a geodesic on a Riemannian manifold on which the curvature is a stochastic process. The author introduces the concept of linearizing tensor of the Jacobi field on the basis of which a sufficiently universal averaging algorithm is constructed. The equations for higher-order means 〈y ^p 〉 for p = 2, 3, 4 are deduced. It is shown that these statistical means, as well as the expectation of the Jacobi field, exponentially grow even in the case where the mean value of the curvature vanishes. The growth exponents of higher statistical moments of the Jacobi field obtained analytically with the corresponding exponents obtained from the numerical experiment are compared. Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 57, Suzdal Conference–2006, Part 3, 2008.     

Spectral collocation methods for nonlinear weakly singular Volterra integro‐differential equations

In this paper, a spectral collocation approximation is proposed for neutral and nonlinear weakly singular Volterra integro‐differential equations (VIDEs) with non‐smooth solutions. We use some suitable variable transformations to change the original equation into a new equation, so that the solution of the resulting equation possesses better regularity, and the the Jacobi orthogonal polynomial theory can be applied conveniently. Under reasonable assumptions on the nonlinearity, we carry out a rigorous error analysis in L^∞ norm and weighted L² norm. To perform the numerical simulations, some test examples (linear and nonlinear) are considered with nonsmooth solutions, and numerical results are presented. Further more, the comparative study of the proposed methods with some existing numerical methods is provided.     

Computing Derivatives of Jacobi Polynomials Using Bernstein Transformation and Differentiation Matrix

In this paper, we give a new, simple, and efficient method for evaluating the pth derivative of the Jacobi polynomial of degree n. The Jacobi polynomial is written in terms of the Bernstein basis, and then the pth derivative is obtained. The results are given in terms of both Bernstein basis of degree n ? p and Jacobi basis form of degree n ? p and presented in a matrix form. Numerical examples and comparisons with other well-known methods are presented.     

Transplantation theorem for Jacobi series in weighted Hardy spaces, II

Muckenhoupt's transplantation theorem for Jacobi series in weighted L ^p spaces is extended to weighted Hardy spaces.     

A Jacobi spectral Galerkin method for the integrated forms of fourth‐order elliptic differential equations

This article analyzes the solution of the integrated forms of fourth‐order elliptic differential equations on a rectilinear domain using a spectral Galerkin method. The spatial approximation is based on Jacobi polynomials P (x), with α, β ∈ (?1, ∞) and n the polynomial degree. For α = β, one recovers the ultraspherical polynomials (symmetric Jacobi polynomials) and for α = β = ?½, α = β = 0, the Chebyshev of the first and second kinds and Legendre polynomials respectively; and for the nonsymmetric Jacobi polynomials, the two important special cases α = ?β = ±½ (Chebyshev polynomials of the third and fourth kinds) are also recovered. The two‐dimensional version of the approximations is obtained by tensor products of the one‐dimensional bases. The various matrix systems resulting from these discretizations are carefully investigated, especially their condition number. An algebraic preconditioning yields a condition number of O(N), N being the polynomial degree of approximation, which is an improvement with respect to the well‐known condition number O(N⁸) of spectral methods for biharmonic elliptic operators. The numerical complexity of the solver is proportional to N^d+1 for a d‐dimensional problem. This operational count is the best one can achieve with a spectral method. The numerical results illustrate the theory and constitute a convincing argument for the feasibility of the method. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Painlevé VI,Painlevé III,and the Hankel determinant associated with a degenerate Jacobi unitary ensemble

This paper studies the Hankel determinant generated by a perturbed Jacobi weight, which is closely related to the largest and smallest eigenvalue distribution of the degenerate Jacobi unitary ensemble. By using the ladder operator approach for the orthogonal polynomials, we find that the logarithmic derivative of the Hankel determinant satisfies a nonlinear second-order differential equation, which turns out to be the Jimbo–Miwa–Okamoto σ-form of the Painlevé VI equation by a translation transformation. We also show that, after a suitable double scaling, the differential equation is reduced to the Jimbo–Miwa–Okamoto σ-form of the Painlevé III. In the end, we obtain the asymptotic behavior of the Hankel determinant as t→1⁻ and t→0⁺ in two important cases, respectively.     

An a Posteriori Error Estimate for a Semi-Lagrangian Scheme for Hamilton–Jacobi Equations

We present an a posteriori estimate for a first order semi-Lagrangian method for Hamilton–Jacobi equations. The result requires piecewise C ^1,1 regularity of the viscosity solution and is stated for the Bellman equation related to the infinite horizon problem, although it can be applied to more general Hamilton–Jacobi equations with convex Hamiltonians. This estimate suggests different numerical indicators that can be used to construct an adaptive algorithm for the approximation of the viscosity solution.     

Mean Convergence of Derivatives of Extended Lagrange Interpolation with Additional Nodes

Weighted L^p convergence of derivatives of extended Lagrange interpolation at the union of zeros of generalized Jacobi polynomials and some additional points is investigated.     

Jacobi Structures on Affine Bundles

Abstract We study affine Jacobi structures （brackets） on an affine bundle π ： A → M, i.e. Jacobi brackets that close on affine functions. We prove that if the rank of A is non-zero, there is a one-toone correspondence between affine Jacobi structures on A and Lie algebroid structures on the vector bundle A^＋ = ∪p∈M Aff（Ap, R） of affine functionals. In the case rank A = 0, it is shown that there is a one-to-one correspondence between affine Jacobi structures on A and local Lie algebras on A^＋. Some examples and applications, also for the linear case, are discussed. For a special type of affine Jacobi structures which are canonically exhibited （strongly-affine or affine-homogeneous Jacobi structures） over a real vector space of finite dimension, we describe the leaves of its characteristic foliation as the orbits of an affine representation. These affine Jacobi structures can be viewed as an analog of the Kostant-Arnold-Liouville linear Poisson structure on the dual space of a real finite-dimensional Lie algebra.     

Interlacing properties of roots of certain biorthogonal polynomials

In this paper we consider the biorthogonal polynomials with respect to the measure e^-x4-y2+2τxydxdy, and show that their roots interlace. The proof involves showing total nonnegativity of matrices related to Jacobi type matrices.     

Jacobi osculating rank and isotropic geodesics on naturally reductive 3-manifolds

We study the Jacobi osculating rank of geodesics on naturally reductive homogeneous manifolds and we apply this theory to the 3-dimensional case. Here, each non-symmetric, simply connected naturally reductive 3-manifold can be given as a principal bundle M³(κ,τ) over a surface of constant curvature κ, such that the curvature of its horizontal distribution is a constant τ>0, with τ²≠κ. Then, we prove that the Jacobi osculating rank of every geodesic of M³(κ,τ) is two except for the Hopf fibers, where it is zero. Moreover, we determine all isotropic geodesics and the isotropic tangent conjugate locus.     

Transferring Boundedness from Conjugate Operators Associated with Jacobi, Laguerre, and Fourier–Bessel Expansions to Conjugate Operators in the Hankel Setting

In this paper we establish transference results showing that the boundedness of the conjugate operator associated with Hankel transforms on Lorentz spaces can be deduced from the corresponding boundedness of the conjugate operators defined on Laguerre, Jacobi, and Fourier–Bessel settings. Our result also allows us to characterize the power weights in order that conjugation associated with Laguerre, Jacobi, and Fourier–Bessel expansions define bounded operators between the corresponding weighted L ^p spaces. This paper is partially supported by MTM2004/05878. Third and fourth authors are also partially supported by grant PI042004/067.